#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
using Cephei.QL.Termstructures;
using Cephei.QL.Termstructures.Volatility.Equityfx;
using Cephei.QL.Math;
namespace Cephei.QL.Processes
{
    /// <summary> 
	/// ! This class describes the stochastic process for a stock given by \f[ dS(t, S) = (r(t) - \frac{\sigma(t, S)^2}{2}) dt + \sigma dW_t. \f]  \ingroup processes
	/// </summary>
    [Guid ("B0B399EB-DBA9-419f-81A9-010F2D8EB2D5"),ComVisible(true)]
	public interface IBlackScholesProcess : Cephei.QL.Processes.IGeneralizedBlackScholesProcess
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }   

    /// <summary> 
	/// ! This class describes the stochastic process for a stock given by \f[ dS(t, S) = (r(t) - \frac{\sigma(t, S)^2}{2}) dt + \sigma dW_t. \f]  \ingroup processes Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackScholesProcess_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// specific models
		/// </summary>
	    IBlackScholesProcess Create (Cephei.QL.IQuote x0, Cephei.QL.Termstructures.IYieldTermStructure riskFreeTS, Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVolTermStructure blackVolTS);
    }
}

